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Chapman and Hall/CRC - Probability and Stochastic Processes Book

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£120.23 £103.48 £107.13 £110.79 £114.44 £118.10 £121.75 25 July 2026 30 July 2026 04 August 2026 09 August 2026 15 August 2026
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Description

An Advanced Course in Probability and Stochastic Processes offers a modern and rigorous treatment of probability theory for upper undergraduate and graduate students. Published by Chapman and Hall/CRC, this textbook begins with the foundations of measure theory to introduce key concepts in an accessible way. Readers will find full proofs alongside extensive examples and illustrations to aid understanding. The text provides a deep exploration of fundamental stochastic processes, including Gaussian processes, Poisson random measures, Levy processes, Markov processes, and Ito processes. This comprehensive resource is designed for those seeking a thorough mathematical foundation in applied mathematics.

Key Features

This Chapman and Hall/CRC textbook provides a rigorous treatment of probability theory and stochastic processes for graduate and upper undergraduate levels.

The content starts with measure theory foundations to introduce essential probability concepts through accessible methods and full proofs.

Extensive examples and illustrations are included to help students master complex mathematical theories and applications.

Deep exploration of fundamental stochastic processes includes Gaussian processes, Poisson random measures, and Levy processes.

The book covers advanced topics such as Markov processes and Ito processes in considerable depth for mathematics students.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
15 December 2023
Listed Since
27 July 2023

Barcode

No barcode data available

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